Kleines GAP TRADEN

• 10/15/2025 at 1:56 PM #252625
  axmichi

  Hallo,

  In einem 30 Minuten Chart möchte ich folgende Strategie umsetzen

   

  Entry Regeln

  Wenn der Schlusskurs von heute um 09 Uhr zwischen 0,5 % – 1 % höher liegt als das Hoch des Vortages, dann soll um 10 Uhr gekauft werden

  Der SL soll bei 1,5 % liegen

  Exit Regeln

  Liegt der Kurs am übernächsten Tag um 09 Uhr im Gewinn und über dem Supertrend Indikator (3, 10)

  Wird der Trade am supertrend getrailt und wird erst geschlossen, wenn der Supertrend gebrochen wird.

  oder

  Liegt der Kurs am übernächsten Tag um 09 Uhr unter dem Supertrend dann wird der Trade geschlossen

  Trademanagement

  Schön wäre noch, dass wenn der Trade mit einem CRV von 2:1 im Gewinn ist, soll sich der Supertrend näher an den Kurs ziehen und es soll für den Trailing die Werte Super Trend (2, 8) genommen werden. Sofern das geht

   

  Vielen Dank

  

  axmichi

  Participant

  Topics: 127

  Replies: 407

  Been thanked: 16 times
  10/15/2025 at 3:38 PM #252635
  Iván

  // --- System Parameters --- DEFPARAM CumulateOrders = FALSE // --- User-defined variables --- slPercentage = 1.5 stFactor1 = 3 stPeriod1 = 10 stFactor2 = 2 stPeriod2 = 8 // --- Variable Initialization --- once trailstop = low once target2R = high // --- Entry Logic --- IF NOT ONMARKET THEN // Reset the day counter when not in a position daysOntrade = 0 // Reset the buy signal at the start of each new day IF IntradayBarIndex = 0 THEN buySignalToday = 0 ENDIF // 1. Check the entry condition at 09:00 IF opentime = 090000 THEN percDiff = (close / DHigh(1) - 1) * 100 IF percDiff >= 0.5 AND percDiff <= 1 THEN buySignalToday = 1 ENDIF ENDIF // 2. Execute the buy order at 10:00 if the signal was triggered IF opentime = 100000 AND buySignalToday = 1 THEN BUY 1 CONTRACT AT MARKET ENDIF ENDIF // --- Position and Exit Management --- IF LONGONMARKET THEN // This block runs only once per trade, on the entry bar, to set initial values IF LONGONMARKET[1] = 0 THEN initialStopPrice = POSITIONPRICE * (1 - slPercentage / 100) trailStop = initialStopPrice initialRiskPoints = POSITIONPRICE - initialStopPrice target2R = POSITIONPRICE + (2 * initialRiskPoints) trailingState = 0// State 0: Initial SL, 1: Trailing ST(3,10), 2: Trailing ST(2,8) ENDIF // Priority check: Switch to aggressive trailing if 2:1 R:R target is hit IF close >= target2R AND trailingState < 2 THEN trailingState = 2 // Switch to aggressive trailing ENDIF // Check the "day after next" trailing condition (daysOntrade >= 2) // This is evaluated only once at 09:00 if still in the initial SL state (state 0) IF daysOntrade >= 2 AND opentime = 090000 AND trailingState = 0 THEN st1 = Supertrend[stFactor1, stPeriod1] IF POSITIONPERF > 0 AND close > st1 THEN trailingState = 1 // Start trailing with ST(3,10) ELSE SELL AT MARKET // Condition not met, close the position ENDIF ENDIF // Apply the Stop Loss based on the current state IF trailingState = 0 THEN // State 0: Initial fixed Stop Loss SET STOP PRICE trailStop ELSIF trailingState = 1 THEN // State 1: Trailing Stop with Supertrend (3,10) st1 = Supertrend[stFactor1, stPeriod1] trailStop = st1 SET STOP PRICE trailStop ELSIF trailingState = 2 THEN // State 2: Aggressive Trailing Stop with Supertrend (2,8) after hitting 2R target st2 = Supertrend[stFactor2, stPeriod2] trailStop = st2 SET STOP PRICE trailStop ENDIF // Increment the day counter at the start of each new day in the trade IF IntradayBarIndex = 0 THEN daysOntrade = daysOntrade + 1 ENDIF ENDIF // --- Chart Visualization --- graphonprice trailStop as "TrailStop" coloured("red") graphonprice target2R as "Target" coloured("green") graph percDiff as "%diff" coloured("red") graph 0.5 as "% min" coloured("blue") graph 1 as "% max" coloured("blue") graph 0 as "zero"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78

  // --- System Parameters --- DEFPARAM CumulateOrders = FALSE // --- User-defined variables --- slPercentage = 1.5 stFactor1 = 3 stPeriod1 = 10 stFactor2 = 2 stPeriod2 = 8 // --- Variable Initialization --- once trailstop = low once target2R = high // --- Entry Logic --- IF NOT ONMARKET THEN    // Reset the day counter when not in a position    daysOntrade = 0    // Reset the buy signal at the start of each new day    IF IntradayBarIndex = 0 THEN       buySignalToday = 0    ENDIF    // 1. Check the entry condition at 09:00    IF opentime = 090000 THEN       percDiff = (close / DHigh(1) - 1) * 100       IF percDiff >= 0.5 AND percDiff <= 1 THEN          buySignalToday = 1       ENDIF    ENDIF    // 2. Execute the buy order at 10:00 if the signal was triggered    IF opentime = 100000 AND buySignalToday = 1 THEN       BUY 1 CONTRACT AT MARKET    ENDIF ENDIF // --- Position and Exit Management --- IF LONGONMARKET THEN // This block runs only once per trade, on the entry bar, to set initial values    IF LONGONMARKET[1] = 0 THEN       initialStopPrice = POSITIONPRICE * (1 - slPercentage / 100)       trailStop = initialStopPrice       initialRiskPoints = POSITIONPRICE - initialStopPrice       target2R = POSITIONPRICE + (2 * initialRiskPoints)       trailingState = 0// State 0: Initial SL, 1: Trailing ST(3,10), 2: Trailing ST(2,8)    ENDIF // Priority check: Switch to aggressive trailing if 2:1 R:R target is hit    IF close >= target2R AND trailingState < 2 THEN       trailingState = 2 // Switch to aggressive trailing    ENDIF // Check the "day after next" trailing condition (daysOntrade >= 2) // This is evaluated only once at 09:00 if still in the initial SL state (state 0)    IF daysOntrade >= 2 AND opentime = 090000 AND trailingState = 0 THEN       st1 = Supertrend[stFactor1, stPeriod1]       IF POSITIONPERF > 0 AND close > st1 THEN          trailingState = 1 // Start trailing with ST(3,10)       ELSE          SELL AT MARKET // Condition not met, close the position       ENDIF    ENDIF    // Apply the Stop Loss based on the current state    IF trailingState = 0 THEN       // State 0: Initial fixed Stop Loss       SET STOP PRICE trailStop    ELSIF trailingState = 1 THEN       // State 1: Trailing Stop with Supertrend (3,10)       st1 = Supertrend[stFactor1, stPeriod1]       trailStop = st1       SET STOP PRICE trailStop    ELSIF trailingState = 2 THEN     // State 2: Aggressive Trailing Stop with Supertrend (2,8) after hitting 2R target       st2 = Supertrend[stFactor2, stPeriod2]       trailStop = st2       SET STOP PRICE trailStop    ENDIF // Increment the day counter at the start of each new day in the trade    IF IntradayBarIndex = 0 THEN       daysOntrade = daysOntrade + 1    ENDIF ENDIF   // --- Chart Visualization --- graphonprice trailStop as "TrailStop" coloured("red") graphonprice target2R as "Target" coloured("green")   graph percDiff as "%diff" coloured("red") graph 0.5 as "% min" coloured("blue") graph 1 as "% max" coloured("blue") graph 0 as "zero"

  1 user thanked author for this post.

  robertogozzi

  

  Iván

  Moderator

  Topics: 0

  Replies: 1832

  Been thanked: 800 times
  10/15/2025 at 5:04 PM #252639
  axmichi

  Hallo vielenDank, jedoch verstehe ich nicht, warum nach einigen Trades gleich wieder ein neuer Trade eröffnet wird, obwohl kein GAp da ist?? Siehe FOTO

  Getestet im MiniNasdaq

   

  Danke

  

  axmichi

  Participant

  Topics: 127

  Replies: 407

  Been thanked: 16 times
• Author
  Posts